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General necessary conditions for partially observed optimal stochastic controls

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References

1990A General Stochastic Maximum Principle for Optimal Control Problems800 cited
1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps526 cited
1983Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions177 cited
1993On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations121 cited
1968Optimal Control of Partially Observable Diffusions114 cited
1989The Partially Observed Stochastic Minimum Principle61 cited

Cited by

1999Open Problems on Backward Stochastic Differential Equations53 cited
2010Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems53 cited
2009General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applications to Finance38 cited
2010Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls35 cited
2020An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems30 cited
2016Linear‐Quadratic Optimal Control Problem for Partially Observed Forward‐Backward Stochastic Differential Equations of Mean‐Field Type29 cited
2015Risk-Sensitive Mean-Field Type Control Under Partial Observation25 cited
2016

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Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type

23 cited

2021Stackelberg stochastic differential game with asymmetric noisy observations22 cited